timeseries generator
March 17, 2020 ยท View on GitHub
Generate common uniformly sampled timeseries using Go. Used mostly for testing filter functions or other technical analysis indicators
Requirements
- Gonum for plotting in tests:
go get -u gonum.org/v1/gonum/...
Installation:
go get github.com/MathisWellmann/timeseries-generator
Functions include:
- Geometric Brownian Motion
- SineWave
- StepFunction
- UniformProcess
- GaussianProcess
- OHLCV generator
Tests which generate images are available to get an idea of the function behaviour.
Images:
